NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 53.44 54.62 1.18 2.2% 50.97
High 55.98 54.62 -1.36 -2.4% 55.98
Low 51.12 48.62 -2.50 -4.9% 48.80
Close 54.43 49.28 -5.15 -9.5% 54.43
Range 4.86 6.00 1.14 23.5% 7.18
ATR 4.76 4.85 0.09 1.9% 0.00
Volume 243,439 129,155 -114,284 -46.9% 918,562
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 68.84 65.06 52.58
R3 62.84 59.06 50.93
R2 56.84 56.84 50.38
R1 53.06 53.06 49.83 51.95
PP 50.84 50.84 50.84 50.29
S1 47.06 47.06 48.73 45.95
S2 44.84 44.84 48.18
S3 38.84 41.06 47.63
S4 32.84 35.06 45.98
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.61 71.70 58.38
R3 67.43 64.52 56.40
R2 60.25 60.25 55.75
R1 57.34 57.34 55.09 58.80
PP 53.07 53.07 53.07 53.80
S1 50.16 50.16 53.77 51.62
S2 45.89 45.89 53.11
S3 38.71 42.98 52.46
S4 31.53 35.80 50.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.98 48.62 7.36 14.9% 5.26 10.7% 9% False True 209,543
10 59.52 48.25 11.27 22.9% 4.32 8.8% 9% False False 194,157
20 72.37 48.25 24.12 48.9% 4.72 9.6% 4% False False 140,874
40 91.45 48.25 43.20 87.7% 4.94 10.0% 2% False False 94,442
60 111.02 48.25 62.77 127.4% 5.06 10.3% 2% False False 72,101
80 123.22 48.25 74.97 152.1% 4.86 9.9% 1% False False 56,420
100 148.35 48.25 100.10 203.1% 4.75 9.6% 1% False False 46,382
120 148.35 48.25 100.10 203.1% 4.37 8.9% 1% False False 39,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.12
2.618 70.33
1.618 64.33
1.000 60.62
0.618 58.33
HIGH 54.62
0.618 52.33
0.500 51.62
0.382 50.91
LOW 48.62
0.618 44.91
1.000 42.62
1.618 38.91
2.618 32.91
4.250 23.12
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 51.62 52.30
PP 50.84 51.29
S1 50.06 50.29

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These figures are updated between 7pm and 10pm EST after a trading day.

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